fsml_ranksum Interface

public interface fsml_ranksum

The ranks sum test (Wilcoxon rank-sum test or Mann–Whitney U test) is a non-parametric test to determine if two independent samples $x_1$ and $x_2$ are have the same distribution. It can be regarded as the non-parametric equivalent of the 2-sample t-test.

Hypotheses:

The null hypothesis $H_{0}$ and alternative hypothesis $H_{1}$ can be written as: $H_0$: the distributions of $x_1$ and $x_2$ are equal. $H_1$: the distributions of $x_1$ and $x_2$ are not equal.

Procedure:

The Mann–Whitney U statistic is calculated for each sample as follows: $$U_i = R_i - \frac{n_i \cdot (n_i + 1)}{2}$$ where $R_i$ is the sum of ranks of sample set $i$ and $n_i$ is the sample size of sample set $i$. The final U statistic is: $$U = \min(U_1, U_2)$$

The procedure takes into consideration tied ranks.

Module Procedures